Concepedia

Nonparametric estimation of the dependence function for a multivariate extreme value distribution

Dabao Zhang, Martin T. Wells, Liang Peng

Journal of Multivariate Analysis · 2006 · 61 citations · 14 references

DOI

Concepts

References

14

An Introduction to Statistical Modeling of Extreme Values

Journal of the American Statistical Association · 2002 · 1.3K citations · Full text

, , +11

Empirical Processes With Applications to Statistics.

Dennis D. Boos, Galen R. Shorack, Jon A. Wellner · Journal of the American Statistical Association · 1987 · 686 citations

, , +11

Bivariate extreme value theory: Models and estimation

Jonathan A. Tawn · Biometrika · 1988 · 557 citations

, , +9

A nonparametric estimation procedure for bivariate extreme value copulas

Philippe Capéraà · Biometrika · 1997 · 290 citations

, , +16

Propriétés statistiques des copules de valeurs extrêmes bidimensionnelles

Kilani Ghoudi, Abdelhaq Khoudraji, Louis‐Paul Rivest · Canadian Journal of Statistics · 1998 · 145 citations · Full text

, , +16